Statistica Visual Basic Library of Matrix Functions - MatrixRank (Matrix, Result)

The MatrixRank function will compute the so-called rank of the input Matrix (see also Arrays in functions) and place the result in the destination variable Result. The rank of a matrix is equal to the number of columns or rows that are not exactly linear combinations of other columns or rows. Thus, the rank of a matrix is, in a sense, a measure of the amount of independent information contained in it. Note that the maximum rank of a matrix A(n,m) is equal to min(n,m) (i.e., the minimum number of rows and columns).

Related topics

MatrixInverse, MatrixGeneralPseudoInverse, MatrixSingularValues. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.